NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
100.05 |
101.47 |
1.42 |
1.4% |
100.17 |
| High |
101.56 |
102.04 |
0.48 |
0.5% |
100.92 |
| Low |
100.03 |
101.03 |
1.00 |
1.0% |
99.14 |
| Close |
101.51 |
101.42 |
-0.09 |
-0.1% |
100.07 |
| Range |
1.53 |
1.01 |
-0.52 |
-34.0% |
1.78 |
| ATR |
0.97 |
0.97 |
0.00 |
0.3% |
0.00 |
| Volume |
18,962 |
38,691 |
19,729 |
104.0% |
98,128 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.53 |
103.98 |
101.98 |
|
| R3 |
103.52 |
102.97 |
101.70 |
|
| R2 |
102.51 |
102.51 |
101.61 |
|
| R1 |
101.96 |
101.96 |
101.51 |
101.73 |
| PP |
101.50 |
101.50 |
101.50 |
101.38 |
| S1 |
100.95 |
100.95 |
101.33 |
100.72 |
| S2 |
100.49 |
100.49 |
101.23 |
|
| S3 |
99.48 |
99.94 |
101.14 |
|
| S4 |
98.47 |
98.93 |
100.86 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.38 |
104.51 |
101.05 |
|
| R3 |
103.60 |
102.73 |
100.56 |
|
| R2 |
101.82 |
101.82 |
100.40 |
|
| R1 |
100.95 |
100.95 |
100.23 |
100.50 |
| PP |
100.04 |
100.04 |
100.04 |
99.82 |
| S1 |
99.17 |
99.17 |
99.91 |
98.72 |
| S2 |
98.26 |
98.26 |
99.74 |
|
| S3 |
96.48 |
97.39 |
99.58 |
|
| S4 |
94.70 |
95.61 |
99.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.04 |
99.14 |
2.90 |
2.9% |
1.07 |
1.1% |
79% |
True |
False |
24,362 |
| 10 |
102.04 |
99.14 |
2.90 |
2.9% |
1.01 |
1.0% |
79% |
True |
False |
20,217 |
| 20 |
102.04 |
97.10 |
4.94 |
4.9% |
0.91 |
0.9% |
87% |
True |
False |
19,663 |
| 40 |
102.04 |
95.59 |
6.45 |
6.4% |
0.92 |
0.9% |
90% |
True |
False |
15,800 |
| 60 |
102.04 |
93.72 |
8.32 |
8.2% |
0.93 |
0.9% |
93% |
True |
False |
13,041 |
| 80 |
102.04 |
93.72 |
8.32 |
8.2% |
0.90 |
0.9% |
93% |
True |
False |
11,310 |
| 100 |
102.04 |
89.65 |
12.39 |
12.2% |
0.85 |
0.8% |
95% |
True |
False |
9,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.33 |
|
2.618 |
104.68 |
|
1.618 |
103.67 |
|
1.000 |
103.05 |
|
0.618 |
102.66 |
|
HIGH |
102.04 |
|
0.618 |
101.65 |
|
0.500 |
101.54 |
|
0.382 |
101.42 |
|
LOW |
101.03 |
|
0.618 |
100.41 |
|
1.000 |
100.02 |
|
1.618 |
99.40 |
|
2.618 |
98.39 |
|
4.250 |
96.74 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.54 |
101.24 |
| PP |
101.50 |
101.06 |
| S1 |
101.46 |
100.89 |
|